I Have Just Started Physiotherapy For Pains Which I Have

I have just started physiotherapy for pains which I have been experiencing in my left side SI joint and some pelvic swelling. After the first session I was given 5 exercises to complete daily. I have done these exercises for 4 days now and both of my legs are now swollen. It's another week before I see my physio again (UK based) and they are not contactable. I am also having pulsating or buzzing feelings in both of my legs below the knees and in my ankles and feet. I am wondering whether or not to continue with the exercises and whether it sounds like I may have some kind of nerve compression issue?